Works matching IS 19411928 AND DT 2013 AND VI 5 AND IP 2
Results: 6
Monitoring the Intraday Volatility Pattern.
- Published in:
- Journal of Time Series Econometrics, 2013, v. 5, n. 2, p. 87, doi. 10.1515/jtse-2012-0006
- By:
- Publication type:
- Article
A Covariate Residual-Based Cointegration Test Applied to the CDS-Bond Basis.
- Published in:
- Journal of Time Series Econometrics, 2013, v. 5, n. 2, p. 163, doi. 10.1515/jtse-2012-0020
- By:
- Publication type:
- Article
Asymptotic Theory for Regressions with Smoothly Changing Parameters.
- Published in:
- Journal of Time Series Econometrics, 2013, v. 5, n. 2, p. 133, doi. 10.1515/jtse-2012-0024
- By:
- Publication type:
- Article
A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models.
- Published in:
- Journal of Time Series Econometrics, 2013, v. 5, n. 2, p. 193, doi. 10.1515/jtse-2012-0025
- By:
- Publication type:
- Article
On Identifying Structural VAR Models via ARCH Effects.
- Published in:
- Journal of Time Series Econometrics, 2013, v. 5, n. 2, p. 117, doi. 10.1515/jtse-2013-0010
- By:
- Publication type:
- Article
Masthead.
- Published in:
- Journal of Time Series Econometrics, 2013, v. 5, n. 2, p. i, doi. 10.1515/jtse-2013-masthead2
- Publication type:
- Article